CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 0.8605 0.8560 -0.0045 -0.5% 0.8595
High 0.8605 0.8560 -0.0045 -0.5% 0.8676
Low 0.8605 0.8560 -0.0045 -0.5% 0.8556
Close 0.8605 0.8560 -0.0045 -0.5% 0.8556
Range
ATR 0.0055 0.0055 -0.0001 -1.3% 0.0000
Volume 4 4 0 0.0% 11
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8560 0.8560 0.8560
R3 0.8560 0.8560 0.8560
R2 0.8560 0.8560 0.8560
R1 0.8560 0.8560 0.8560 0.8560
PP 0.8560 0.8560 0.8560 0.8560
S1 0.8560 0.8560 0.8560 0.8560
S2 0.8560 0.8560 0.8560
S3 0.8560 0.8560 0.8560
S4 0.8560 0.8560 0.8560
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8956 0.8876 0.8622
R3 0.8836 0.8756 0.8589
R2 0.8716 0.8716 0.8578
R1 0.8636 0.8636 0.8567 0.8616
PP 0.8596 0.8596 0.8596 0.8586
S1 0.8516 0.8516 0.8545 0.8496
S2 0.8476 0.8476 0.8534
S3 0.8356 0.8396 0.8523
S4 0.8236 0.8276 0.8490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8676 0.8556 0.0120 1.4% 0.0022 0.3% 3% False False 2
10 0.8676 0.8506 0.0170 2.0% 0.0012 0.1% 32% False False 2
20 0.8834 0.8506 0.0328 3.8% 0.0009 0.1% 16% False False 1
40 0.9200 0.8506 0.0694 8.1% 0.0008 0.1% 8% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8560
2.618 0.8560
1.618 0.8560
1.000 0.8560
0.618 0.8560
HIGH 0.8560
0.618 0.8560
0.500 0.8560
0.382 0.8560
LOW 0.8560
0.618 0.8560
1.000 0.8560
1.618 0.8560
2.618 0.8560
4.250 0.8560
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 0.8560 0.8581
PP 0.8560 0.8574
S1 0.8560 0.8567

These figures are updated between 7pm and 10pm EST after a trading day.

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